+28.2%
SW vs GWRE
-26.6%
+54.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +7.0% | -3.9% | +10.9% | +7.2% |
| 3M | -7.6% | -5.7% | -2.0% | -7.9% |
| 6M | +8.5% | +16.2% | -7.6% | +7.5% |
| YTD | +17.7% | -20.0% | +37.6% | +15.8% |
| All | +28.2% | -26.6% | +54.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling